/// <summary>
/// keltner constructor.
/// </summary>
/// <param name="initialNextUpdateDateTime"></param>
/// <param name="keltnerTradingVariables"></param>
/// <param name="marketOpens"></param>
/// <param name="marketCloses"></param>
public KeltnerIndicatorManager(DateTime initialNextUpdateDateTime, KeltnerTradingVariables keltnerTradingVariables, List <DateTime> marketOpens, List <DateTime> marketCloses)
: base()
{
// Load keltner trading parameters.
m_KeltnerTradingVariables = keltnerTradingVariables;
m_EMALength = keltnerTradingVariables.EMALength;
m_ATRLength = keltnerTradingVariables.ATRLength;
m_MOMLength = keltnerTradingVariables.MomentumLength;
m_BarUpdateIntervalSecond = keltnerTradingVariables.BarIntervalInSeconds;
// Create indicators.
m_EMA = new EMA(m_EMASeriesID, m_EMASeriesName, m_EMALength);
m_ATR = new ATR(m_ATRSeriesID, m_ATRSeriesName, m_ATRLength);
m_MOM = new MOM(m_MOMSeriesID, m_MOMSeriesName, m_MOMLength);
this.AddIndicator(m_EMA, m_EMASeriesName);
this.AddIndicator(m_ATR, m_ATRSeriesName);
this.AddIndicator(m_MOM, m_MOMSeriesName);
// Initial setup for the trading indicators.
initialNextUpdateDateTime = Functions.GetNextBarUpdateDateTime(initialNextUpdateDateTime, m_BarUpdateIntervalSecond);
m_EMA.SetupIndicator(m_BarUpdateIntervalSecond, initialNextUpdateDateTime, marketOpens, marketCloses);
m_ATR.SetupIndicator(m_BarUpdateIntervalSecond, initialNextUpdateDateTime, marketOpens, marketCloses);
m_MOM.SetupIndicator(m_BarUpdateIntervalSecond, initialNextUpdateDateTime, marketOpens, marketCloses);
}
